+88.4%
AXON vs FROG
+207.6%
-119.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.1% |
| 7D | +0.8% | +12.5% | -11.7% | -1.8% |
| 30D | -22.8% | +23.5% | -46.3% | -28.0% |
| 3M | -48.8% | +19.4% | -68.2% | -52.1% |
| 6M | -16.3% | +77.0% | -93.3% | -29.6% |
| YTD | -44.5% | +81.9% | -126.3% | -55.2% |
| 1Y | -43.4% | +90.7% | -134.1% | -55.0% |
| 3Y | +44.3% | +328.5% | -284.3% | -18.6% |
| All | +88.4% | +207.6% | -119.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling